The emergence of rational behavior in the presence of stochastic perturbations

DOI10.1214/09-AAP651zbMath1195.91011arXiv0906.2094OpenAlexW2000033387WikidataQ60142090 ScholiaQ60142090MaRDI QIDQ990385

Panayotis Mertikopoulos, Aris L. Moustakas

Publication date: 1 September 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.2094

zbMATH Keywords

stochastic differential equationLyapunov functionNash equilibriumdominancecongestion gamesasymptotic stochastic stabilityexponential learningreplicator dinamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rationality and learning in game theory (91A26) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Evolutionary games (91A22)

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